+21.7%
OWL vs OUST
-65.4%
+87.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -2.6% |
| 7D | -4.9% | +17.0% | -21.9% | -7.2% |
| 30D | +7.8% | -16.5% | +24.3% | +9.7% |
| 3M | -12.7% | -23.7% | +11.0% | -10.6% |
| 6M | -2.8% | +18.4% | -21.2% | -10.1% |
| YTD | -30.1% | +60.8% | -90.9% | -38.9% |
| 1Y | -29.1% | +44.2% | -73.3% | -37.3% |
| 3Y | -12.3% | +668.1% | -680.4% | -46.3% |
| 5Y | -27.5% | -48.8% | +21.3% | -41.1% |
| All | +21.7% | -65.4% | +87.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling